Ergodic expansions in small noise problems
- 1 September 1974
- journal article
- Published by Elsevier in Journal of Differential Equations
- Vol. 16 (2), 281-288
- https://doi.org/10.1016/0022-0396(74)90015-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion processesJournal of Differential Equations, 1969
- A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by NoiseSIAM Journal on Control, 1969
- A computational approach to optimal control of stochastic saturating systemsInternational Journal of Control, 1969
- On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential EquationsSIAM Journal on Control, 1967
- A Liapunov method for the estimation of statistical averagesJournal of Differential Equations, 1966